补齐FIDC北交所风控开关

This commit is contained in:
boris
2026-07-03 06:26:51 +08:00
parent 179c4eaff5
commit e77baffa10
3 changed files with 82 additions and 3 deletions
@@ -3865,11 +3865,14 @@ fn broker_allows_bjse_quantities_above_minimum_without_round_lot_step() {
)
.expect("dataset");
let mut portfolio = PortfolioState::new(1_010.0);
let mut risk_config = FidcRiskControlConfig::default();
risk_config.static_rules.reject_bjse_buy = false;
let broker = BrokerSimulator::new_with_execution_price(
ChinaAShareCostModel::default(),
ChinaEquityRuleHooks::default(),
PriceField::Open,
);
)
.with_risk_config(risk_config);
let report = broker
.execute(